diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 18 |
1 files changed, 11 insertions, 7 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index bde51d1..83c377e 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -89,6 +89,7 @@ cdef class CurveList: for i in range(self._weights.size()): self._weights[i] /= total_weight + def __getitem__(self, tuple name not None): if len(name) != 3: raise TypeError("`name` needs to be a string, Seniority, DocClause triplet") @@ -126,11 +127,14 @@ cdef class CurveList: @property def weights(self): - cdef np.npy_intp shape = self._weights.size() - cdef np.ndarray[np.float64_t, ndim=1] out = \ - np.PyArray_SimpleNewFromData(1, &shape, np.NPY_DOUBLE, self._weights.data()) - out.base = <PyObject*>self - Py_INCREF(self) + cdef: + np.npy_intp shape = self._weights.size() + pair[CurveName, size_t] p + np.ndarray out = np.PyArray_EMPTY(1, &shape, np.NPY_DOUBLE, 1) + int j = 0 + for p in self.names: + out[j] = self._weights[p.second] + j += 1 return out @weights.setter @@ -638,7 +642,7 @@ cdef class CreditIndex(CurveList): n[1] = self._maturities.size() if self._maturities.back() < self.base_date: raise ValueError("matured index") - while deref(schedule_ptr) < self.base_date: + while deref(schedule_ptr) <= self.base_date: preinc(schedule_ptr) n[1] -=1 else: @@ -695,7 +699,7 @@ cdef class CreditIndex(CurveList): schedule_ptr = &schedule[0] n = schedule.shape[0] orig_size = n - while deref(schedule_ptr) < self.base_date: + while deref(schedule_ptr) <= self.base_date: preinc(schedule_ptr) n -= 1 |